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accessRights:"restricted"
subject:"Bootstrap approach"
~person:"Francq, Christian"
~person:"Inoue, Atsushi"
~person:"Mykland, Per A."
~person:"Todorov, Viktor"
~subject:"Capital income"
~subject:"Estimation"
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Search: subject_exact:"Estimation theory"
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Bootstrap approach
Capital income
Estimation
Estimation theory
41
Schätztheorie
41
Volatility
22
Volatilität
22
Schätzung
16
Time series analysis
14
Zeitreihenanalyse
14
ARCH model
11
ARCH-Modell
11
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11
Kapitaleinkommen
11
Share price
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10
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10
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8
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8
Induktive Statistik
7
Statistical inference
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Bootstrap-Verfahren
6
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6
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5
Martingal
5
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Nichtparametrisches Verfahren
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Nonparametric statistics
5
Asynchronous times
4
Bootstrap
4
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4
Microstructure
4
Prognoseverfahren
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Statistical test
4
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Francq, Christian
Inoue, Atsushi
Mykland, Per A.
Todorov, Viktor
Gao, Jiti
10
Kumbhakar, Subal
10
Li, Jia
9
Linton, Oliver
9
Su, Liangjun
9
Marcellino, Massimiliano
8
Kumar, Dilip
7
Tauchen, George Eugene
7
Taylor, Robert
7
Tsionas, Efthymios G.
7
Baltagi, Badi H.
6
Demetrescu, Matei
6
Kapetanios, George
6
Kim, Donggyu
6
Lee, Lung-fei
6
Nielsen, Morten Ørregaard
6
Parmeter, Christopher F.
6
Rodrigues, Paulo M. M.
6
Sun, Yiguo
6
Wang, Taining
6
Westerlund, Joakim
6
Yang, Zhenlin
6
Cai, Zongwu
5
Cavaliere, Giuseppe
5
Hounyo, Ulrich
5
Luger, Richard
5
MacKinnon, James G.
5
Park, Joon Y.
5
Sentana, Enrique
5
Wang, Shouyang
5
Webb, Matthew
5
Winkelmann, Rainer
5
Yao, Feng
5
Zakoïan, Jean-Michel
5
Zhou, Qiankun
5
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4
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Journal of econometrics
16
Econometric theory
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
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ECONIS (ZBW)
24
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1
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
2
Volatility estimation when the zero-process is nonstationary
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10013540630
Saved in:
3
Nonparametric jump variation measures from options
Todorov, Viktor
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 255-280
Persistent link: https://www.econbiz.de/10013463804
Saved in:
4
Testing the existence of moments for GARCH processes
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 47-64
Persistent link: https://www.econbiz.de/10013441622
Saved in:
5
Variation and efficiency of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
Saved in:
6
Local-linear estimation of time-varying-parameter garch models and associated risk measures
Inoue, Atsushi
;
Lu, Jin
;
Pelletier, Denis
- In:
Journal of financial econometrics
19
(
2021
)
1
,
pp. 202-234
Persistent link: https://www.econbiz.de/10012504329
Saved in:
7
The observed asymptotic variance : hard edges, and a regression approach
Mykland, Per A.
;
Zhang, Lan
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 411-428
Persistent link: https://www.econbiz.de/10012619653
Saved in:
8
Virtual Historical Simulation for estimating the conditional VaR of large portfolios
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 356-380
Persistent link: https://www.econbiz.de/10012482777
Saved in:
9
Local parametric estimation in high frequency data
Potiron, Yoann
;
Mykland, Per A.
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
3
,
pp. 679-692
Persistent link: https://www.econbiz.de/10012262505
Saved in:
10
The uniform validity of impulse response inference in autoregressions
Inoue, Atsushi
;
Kilian, Lutz
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 450-472
Persistent link: https://www.econbiz.de/10012439494
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